We study a class of infinite horizon and exit-time control problems for nonlinear systems with unbounded data using the dynamic programming approach. We prove local optimality principles for viscosity super- and subsolutions of degenerate Hamilton-Jacobi equations in a very general setting. We apply these results to characterize the (possibly multiple) discontinuous solutions of Dirichlet and free boundary value problems as suitable value functions for the above-mentioned control problems.
Viscosity solutions of HJB equations with unbounded data and characteristic points
MOTTA, MONICA
2004
Abstract
We study a class of infinite horizon and exit-time control problems for nonlinear systems with unbounded data using the dynamic programming approach. We prove local optimality principles for viscosity super- and subsolutions of degenerate Hamilton-Jacobi equations in a very general setting. We apply these results to characterize the (possibly multiple) discontinuous solutions of Dirichlet and free boundary value problems as suitable value functions for the above-mentioned control problems.File in questo prodotto:
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